-92.7%
LCID vs SHAK
-3.6%
-89.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.5% | -1.3% | -6.1% |
| 7D | -9.3% | -7.2% | -2.1% | -7.5% |
| 30D | -35.4% | -11.8% | -23.6% | -33.3% |
| 3M | -17.1% | +17.2% | -34.2% | -21.6% |
| 6M | -58.9% | -34.1% | -24.8% | -55.5% |
| YTD | -59.6% | -22.4% | -37.2% | -58.6% |
| 1Y | -78.0% | -35.9% | -42.1% | -76.1% |
| All | -92.7% | -3.6% | -89.1% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling